+500.4%
XMHQ vs SPY
+683.7%
-183.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.6% |
| 7D | +0.4% | +0.5% | -0.2% | -0.1% |
| 30D | -1.4% | -0.9% | -0.5% | -0.6% |
| 3M | +6.3% | +3.9% | +2.4% | +2.7% |
| 6M | +12.7% | +14.5% | -1.9% | -0.1% |
| YTD | +14.4% | +12.9% | +1.5% | +2.7% |
| 1Y | +10.5% | +19.4% | -8.9% | -5.6% |
| 3Y | +51.1% | +78.5% | -27.4% | -8.9% |
| 5Y | +64.0% | +81.8% | -17.8% | -2.1% |
| 10Y | +230.0% | +311.5% | -81.5% | +0.3% |
| All | +500.4% | +683.7% | -183.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling